Hastings-Metropolis algorithm on Markov chains for small-probability estimation (Q5744929): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 23:11, 5 March 2024
scientific article; zbMATH DE number 6540738
Language | Label | Description | Also known as |
---|---|---|---|
English | Hastings-Metropolis algorithm on Markov chains for small-probability estimation |
scientific article; zbMATH DE number 6540738 |
Statements
Hastings-Metropolis algorithm on Markov chains for small-probability estimation (English)
0 references
10 February 2016
0 references
Markov chains
0 references
small-probability estimation
0 references
Hastings-Metropolis algorithm
0 references
interacting particle method
0 references
Monte Carlo method
0 references